Anic Equity¶

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Total return since start: 0.576 %¶

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Equity now: -----------------------------> 48138.46 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 45936.72 Kr¶

PnL: ---------------------------------------> -2285.53 Kr¶

DD now: ---------------------------------> -7.555 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:28:05.665351'

Anic Portfolio¶

Today¶

Return: -0.687 %¶

This Week¶

Return: -0.687 %¶

Total¶

Return: 57.593 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -10.500000 816.750000 118.750000 17.010000 698.000040
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Stillfront Group 38 -2.720000 706.040000 20.040000 2.920000 686.000016
Tobii Dynavox 109 -1.950000 2735.900000 13.900000 0.510000 2721.999993
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -2.130000 492.800000 7.800000 1.610000 485.000000
MEKO 13 -2.530000 1554.800000 0.800000 0.050000 1554.000006
G5 Entertainment 3 -0.840000 570.000000 -2.000000 -0.350000 572.000001
Nordisk Bergteknik B 130 -3.320000 4160.000000 -4.000000 -0.100000 4163.999970
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
SKF A 3 -4.550000 585.600000 -7.400000 -1.250000 593.000001
SKF B 3 -4.810000 585.150000 -10.850000 -1.820000 596.000001
ASSA ABLOY B 2 -1.760000 501.600000 -12.400000 -2.410000 514.000000
Embracer Group B 14 -5.040000 674.590000 -14.410000 -2.090000 689.000004
Addnode Group B 6 -3.450000 689.400000 -19.600000 -2.760000 709.000002
Loomis 6 -2.210000 2022.000000 -21.000000 -1.030000 2043.000000
Fastighetsbolag. Emilshus Pref 21 -1.530000 540.750000 -21.250000 -3.780000 562.000005
Husqvarna A 7 -3.870000 608.300000 -24.700000 -3.900000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Avanza Bank Holding 2 -6.050000 481.200000 -29.800000 -5.830000 511.000000
Husqvarna B 7 -4.130000 607.040000 -32.960000 -5.150000 639.999997
Rejlers B 6 -2.770000 925.200000 -36.800000 -3.830000 961.999998
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Swedbank A 3 -3.670000 575.250000 -42.750000 -6.920000 618.000000
ITAB Shop Concept 56 -6.630000 646.240000 -44.760000 -6.480000 691.000016
Collector Bank 29 -6.470000 1189.150000 -44.850000 -3.630000 1233.999996
Norva24 Group 12 -1.890000 360.960000 -46.290000 -11.370000 407.250000
Lagercrantz Group B 5 -4.230000 554.500000 -52.500000 -8.650000 607.000000
Nordea Bank Abp 30 -3.890000 3705.600000 -57.400000 -1.530000 3762.999990
Dustin Group 18 -4.950000 608.760000 -61.240000 -9.140000 669.999996
Mips 1 -3.830000 465.100000 -63.900000 -12.080000 529.000000
AFRY 3 -3.260000 516.900000 -78.100000 -13.130000 594.999999
Viaplay Group B 4 -6.020000 942.400000 -94.600000 -9.120000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -4.430000 542.980000 -140.020000 -20.500000 683.000007
Beijer Alma B 9 -3.570000 1796.400000 -157.600000 -8.070000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.580000 3532.800000 -605.200000 -14.630000 4138.000000
TOTAL 45936.720000 -2285.530000 -7.55496% 48222.250041

Updated:¶

'2023-03-13 14:28:19.952856'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶